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~language:"eng"
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"McAleer, Michael"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Börsenkurs"
~subject:"Prognoseverfahren"
~subject:"Regression analysis"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Börsenkurs
Prognoseverfahren
Regression analysis
Theory
Volatility
Theorie
943
Schätztheorie
450
Estimation theory
448
Zeitreihenanalyse
437
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434
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Hong, Yongmiao
Härdle, Wolfgang
McAleer, Michael
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Gupta, Rangan
493
Güth, Werner
406
Caporale, Guglielmo Maria
390
Nijkamp, Peter
382
Pesaran, M. Hashem
366
Pestieau, Pierre
356
Franses, Philip Hans
350
Gersbach, Hans
326
Acemoglu, Daron
308
Creedy, John
278
Stark, Oded
275
Snower, Dennis J.
272
Cremer, Helmuth
266
Marcellino, Massimiliano
263
Thisse, Jacques-François
261
Ploeg, Frederick van der
257
Zenou, Yves
254
Stiglitz, Joseph E.
244
Gil-Alaña, Luis A.
241
Pierdzioch, Christian
240
Koskela, Erkki
231
Aizenman, Joshua
230
Razin, Asaf
228
Broll, Udo
226
Heckman, James J.
222
Koopman, Siem Jan
221
Timmermann, Allan
219
Konrad, Kai A.
217
Tirole, Jean
213
Helpman, Elhanan
212
Marjit, Sugata
212
Svensson, Lars E. O.
210
Lambertini, Luca
209
Aronsson, Thomas
207
Linton, Oliver
205
Chiarella, Carl
204
Frey, Bruno S.
204
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
39
University of Canterbury / Dept. of Economics and Finance
14
Shakai-Keizai-Kenkyūsho <Osaka>
10
University of Western Australia / Department of Economics
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
4
Centre for Microdata Methods and Practice <London>
1
Deutsches Institut für Wirtschaftsforschung
1
School of Finance and Business Economics <Perth, Western Australia>
1
University of Canterbury / Dept. of Economics
1
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Cowles Foundation discussion paper
134
SFB 649 discussion paper
130
Econometric Institute research papers
112
Journal of econometrics
78
Discussion paper / Tinbergen Institute
73
Working paper
72
Econometric theory
60
Discussion papers of interdisciplinary research project 373
39
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
31
Econometric reviews
28
Applied economics
23
CORE discussion paper : DP
22
Tinbergen Institute Discussion Paper
14
Journal of economic surveys
13
Economics letters
12
Journal of risk and financial management : JRFM
12
Discussion paper / Institute of Social and Economic Research
11
The econometrics journal
11
Working papers in economics and econometrics
11
Working papers in quantitative economics and econometrics
11
Journal of applied econometrics
10
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
9
School of Accounting, Finance and Economics & FEMARC working paper series
9
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
9
Discussion paper / A
8
Economia internazionale
8
IRTG 1792 discussion paper
8
Discussion paper / Center for Economic Research, Tilburg University
7
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
7
International economic review
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of forecasting
7
American journal of agricultural economics
6
Applied quantitative finance
6
Econometrics : open access journal
6
Journal of economic behavior & organization : JEBO
6
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
1,396
EconStor
17
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1
Bootstrap inference for quantile treatment effects in randomized experiments with matched pairs
Jiang, Liang
;
Liu, Xiaobin
;
Phillips, Peter C. B.
; …
- In:
The review of economics and statistics
106
(
2024
)
2
,
pp. 542-556
Persistent link: https://www.econbiz.de/10014537048
Saved in:
2
Cross-exchange crypto risk : a high-frequency dynamic network perspective
Wang, Yifu
;
Lu, Wanbo
;
Lin, Min-Bin
;
Ren, Rui
;
Härdle, …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543953
Saved in:
3
Regularized gmm for time-varying models with applications to asset pricing
Cui, Liyuan
;
Feng, Guanhao
;
Hong, Yongmiao
- In:
International economic review
65
(
2024
)
2
,
pp. 851-883
Persistent link: https://www.econbiz.de/10014538940
Saved in:
4
An AI approach to measuring financial risk
Yu, Lining
;
Härdle, Wolfgang
;
Borke, Lukas
;
Benschop, Thijs
- In:
The Singapore economic review
68
(
2023
)
5
,
pp. 1529-1549
Persistent link: https://www.econbiz.de/10014436192
Saved in:
5
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
Saved in:
6
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
- In:
Econometric theory
39
(
2023
)
1
,
pp. 107-145
Persistent link: https://www.econbiz.de/10014247296
Saved in:
7
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 3-71)
.
2023
Persistent link: https://www.econbiz.de/10014313196
Saved in:
8
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
9
A financial risk meter for China
Wang, Ruting
;
Althof, Michael
;
Härdle, Wolfgang
- In:
Emerging markets review
56
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014478649
Saved in:
10
Hedging cryptocurrency options
Matic, Jovanka Lili
;
Packham, Natalie
;
Härdle, Wolfgang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 91-133
Persistent link: https://www.econbiz.de/10014266383
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